Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52131.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47968.02 Kr¶

PnL: ---------------------------------------> -963.98 Kr¶

DD now: ---------------------------------> -1.861 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:57:12.681865'

Anic Portfolio¶

Today¶

Return: -0.258 %¶

This Week¶

Return: -0.353 %¶

Total portfolio value¶

Return including deposits: 70.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2343.000000 154.000000 7.040000 2189.000000
Svolder B 35 -1.670000 2268.000000 89.000000 4.080000 2179.000005
BHG Group 49 2.830000 712.950000 73.950000 11.570000 638.999984
Embracer Group B 26 0.830000 723.060000 61.060000 9.220000 661.999988
Vitrolife 3 0.660000 729.000000 52.000000 7.680000 677.000001
Biotage 4 1.140000 640.000000 37.000000 6.140000 603.000000
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Addnode Group B 6 1.720000 780.000000 28.000000 3.720000 751.999998
SynAct Pharma 9 1.630000 672.300000 27.300000 4.230000 645.000003
Humana 40 0.230000 693.600000 19.600000 2.910000 674.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Sdiptech B 3 -0.220000 823.200000 1.200000 0.150000 822.000000
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Latour B 2 -0.180000 444.200000 -4.800000 -1.070000 449.000000
Fortnox 10 1.970000 661.600000 -6.400000 -0.960000 668.000000
NCC B 7 0.330000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
Investor B 3 0.300000 649.350000 -8.650000 -1.310000 657.999999
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Indutrade 5 0.380000 1304.000000 -16.000000 -1.210000 1320.000000
Nolato B 12 0.000000 627.000000 -21.000000 -3.240000 648.000000
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
Gaming Innovation Group 161 0.190000 4161.850000 -26.150000 -0.620000 4187.999942
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.130000 551.950000 -59.050000 -9.660000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 0.420000 3456.000000 -89.000000 -2.510000 3545.000000
Lundin Gold 7 -1.440000 865.200000 -108.800000 -11.170000 973.999999
Sedana Medical 135 -2.770000 4171.500000 -159.500000 -3.680000 4330.999935
New Wave B 40 -0.590000 3723.200000 -192.800000 -4.920000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.840000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47977.930000 -954.070000 -1.8428% 48931.999868

Updated:¶

'2023-06-16 10:56:12.152017'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶